When you run a query on Clustered Columnstore Index (CCI) in SQL Server 2019, you notice that the query uses more CPU time in SQL Server 2019 than in SQL Server 2016.
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
This issue is fixed in the following cumulative update for SQL Server:
About cumulative updates for SQL Server:
Each new cumulative update for SQL Server contains all the hotfixes and all the security fixes that were included with the previous cumulative update. Check out the latest cumulative updates for SQL Server: